Lila has just attempted to kill Dexter (and Rita's kids) by locking him inside a burning house.

And in this scene, she has escaped to Paris.

We see her walking the streets of the city, heading to her apartment.

What she doesn't know is that Dexter survived her little inferno, and is waiting for her at her apartment.

Needless to say, she doesn't survive the reunion.

Q.
What is it actually in real life?

A. For once, it's exactly what it appears to be: the streets of Paris.

I believe this may well be the only Dexter scene ever shot outside the U.S.

There have been scenes that were supposed to be set in other countries (such as a third season scene supposedly set in the Bahamas), but in those reality, those scenes were faked - shot in Southern California.

But this one is real. They actually took their cameras to Paris (along with Ms. Murray) to film this brief scene.

Q.
Where can I find it in real life?

A. When I first watched this scene,
back in 2007, I knew it was Paris, but since I've never been there, I
had no idea exactly where in the city these particular spots were
located.

Fortunately, six years later, a fan from France, Cyril Durand, tracked down the locations seen in the episode and sent me the addresses and photos of each shot. ( Thanks, Cyril! )

So, here are the photos Cyril sent me, along with the matching screencaps:

The first screencap (above) shows a subway train running atop a bridge.

This was shot under the Pont de Bir Hakeim, a bridge that crosses the Seine River in Paris.
The bridge has two levels: one for motor vehicles & pedestrians, and a top level where the Paris Metro train runs.
In the screenshot above, we're looking at the northwest end of the bridge, with the camera looking north.

Here is Cyril's matching photo of the bridge:

It is a popular film location, which has appeared in various French and American movies such as:
"Last Tango in Paris", "Munich", "National Treasure: Book of Secrets", "Inception", and "The Transporter" TV series.

This staircase is on Rue de l'Alboni (only about 200 feet northwest of the location above),
and it leads down from the upper level of that street (above the Le Pont de Bir Hakeim bridge)
to its lower level (below the bridge).

In between the two levels, on the left, is an entrance to
the Passy Metro station (the twin gray roofs seen on the left side).

Rue de l'Alboni leads from the bridge (northwest) to the Place du Costa Rica

In this shot, the camera is looking south/southeast along Rue de l'Alboni.

This turned out to be the intersection ofQuai Malaquais and Rue Bonaparte.
The camera is on Quai Malaquais, looking west towards Rue des Saints-Pères.

It's a mile west of the second bridge (thePont de l'Archevéché), on the south bank
of the Seine, just across the river from the Louvre museum.

Here is a Google StreetView of the same intersection, from a slightly different angle:

(Google uses wide-angle lenses in its StreetView. This scene in Dexter was shot with a telephoto lens,which has the effect of foreshortening, that is, making objects in the background look closer than usual.)

A. I didn't. Cyril Durand did. So, I'll let him explain how he located the spots:

The First Bridge: "I
found this place easily because I
knew that there are only two double-deck bridges in Paris which carry
traffic on the first level and only the subway on top. Only one
is close to the Eiffel Tower, and I went there a few times, so I
recognized it."

The Staircase:
"This one was simple too, because based on the screen cap I guessed
that the bridge seen in the background was the same as the first scene.
I just had to check both of the riverbanks to find that particular
station."

The Second Bridge & River: "The bridge doesn't look like it did in Dexter anymore, because the barriers are covered with love padlocks. That fact caused me a lot of pain trying to find this bridge. The width of the river and the distance of the buildings in the
background gave me a clue that the bridge was between the bank and an
island. Knowing that there are two islands in Paris, L'Ile de la Cité and
l'Ile Saint Louis, I had to check each bridge one by one (15 of them)
with Google Maps and Google Images to find the right one. But I still couldn't be 100% sure because of the locks -- until I
found old pictures of the barriers without the locks. Obviously, when I went there to take a picture, it
was much easier to see that the barriers are exactly the same."

There wasn't much to go on for the intersection, since the wording on the street signs wasn't legible in the DVD version. So I rented the Blu-Ray disc from Netflix, and sure enough I could finally read those street signs. They read "Saint Germain Des Pres"and"Mont Parnasse". I sent this info to Cyril (along with info about the lens used) and he tracked it down:

The Intersection:
"As the street signs are BOTH pointing on the left, I thought that it
should be on a road heading west (knowing that Mont Parnasse is just
south of Saint Germains des Pres). But I had no idea which bank of the
river Seine it was on, so checked both of them. After spending some time
on Google Earth looking for a large one-way road, heading west, with an
"S" part and a bus lane on the right, I found the place thanks your
very helpful information on the lens effect."